Discrete-time stopping games with risk-sensitive discounted cost criterion
Author:
Funder
National Natural Science Foundation of China
Natural Science Foundation of Fujian Province
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00186-024-00864-1.pdf
Reference28 articles.
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3. Bäuerle N, Popp A (2018) Risk-sensitive stopping problems for continuous-time markov chains. Stochastics 90(3):411–431
4. Bäuerle N, Rieder U (2011) Markov decision processes with applications to finance. Springer Science & Business Media, Berlin
5. Bäuerle N, Rieder U (2017) Zero-sum risk-sensitive stochastic games. Stochast Process Appl 127(2):622–642
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